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Kibzun Andrei Ivanovich

Publications in Math-Net.Ru

  1. On the method of numerical simulation of limit reachable sets for linear discrete-time systems with bounded control

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 17:3 (2024),  46–56
  2. Parametric algorithm for finding a guaranteed solution to a quantile optimization problem

    Avtomat. i Telemekh., 2023, no. 8,  73–87
  3. Linear integer programming model as mathematical ware for an optimal flow production planning system at operational scheduling stage

    Avtomat. i Telemekh., 2023, no. 5,  113–132
  4. Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement

    Avtomat. i Telemekh., 2023, no. 1,  63–83
  5. Construction of confidence absorbing sets using statistical methods

    Avtomat. i Telemekh., 2020, no. 12,  82–99
  6. Construction of confidence absorbing set for analysis of static stochastic systems

    Avtomat. i Telemekh., 2020, no. 4,  21–36
  7. Statistical analysis module for weight design of aircraft elements

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 13:3 (2020),  29–42
  8. General properties of two-stage stochastic programming problems with probabilistic criteria

    Avtomat. i Telemekh., 2019, no. 6,  70–90
  9. Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion

    Avtomat. i Telemekh., 2019, no. 1,  54–66
  10. The decomposition problem for the set of paths in a directed graph and its application

    Avtomat. i Telemekh., 2018, no. 12,  142–166
  11. Stochastic model of the electric power purchase system on a railway segment

    Avtomat. i Telemekh., 2018, no. 3,  44–60
  12. On the convergence of sample approximations for stochastic programming problems with probabilistic criteria

    Avtomat. i Telemekh., 2018, no. 2,  19–35
  13. The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems

    Avtomat. i Telemekh., 2018, no. 1,  3–17
  14. Algorithm of effective transportation work for cargo traffic

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 11:1 (2018),  75–83
  15. Two algorithms for estimating test complexity levels

    Avtomat. i Telemekh., 2017, no. 12,  84–99
  16. On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion

    Avtomat. i Telemekh., 2017, no. 10,  139–154
  17. Development of the mathematical model of cargo transportation control on a railway network segment taking into account random factors

    Inform. Primen., 11:4 (2017),  85–93
  18. Sample average approximation in the two-stage stochastic linear programming problem with quantile criterion

    Trudy Inst. Mat. i Mekh. UrO RAN, 23:3 (2017),  134–143
  19. Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming

    Avtomat. i Telemekh., 2016, no. 12,  89–111
  20. Stochastic optimization model of locomotive assignment to freight trains

    Avtomat. i Telemekh., 2016, no. 11,  80–95
  21. Estimating collision probabilities for trains on railroad stations based on a Poisson model

    Avtomat. i Telemekh., 2016, no. 11,  43–59
  22. Mathematical modelling of a transport system with minimal maintenance costs

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 9:3 (2016),  41–54
  23. The modified sequential hedging strategy: hedger's loss distribution

    Avtomat. i Telemekh., 2015, no. 11,  34–50
  24. The two-step problem of investment portfolio selection from two risk assets via the probability criterion

    Avtomat. i Telemekh., 2015, no. 7,  78–100
  25. A two-step problem of hedging a European call option under a random duration of transactions

    Trudy Inst. Mat. i Mekh. UrO RAN, 21:3 (2015),  164–174
  26. On reduction of the two-stage problem of quantile optimization to the problem of convex programming

    Avtomat. i Telemekh., 2014, no. 5,  67–82
  27. On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming

    Avtomat. i Telemekh., 2014, no. 4,  120–133
  28. Using the maximum likelihood method to estimate test complexity levels

    Avtomat. i Telemekh., 2014, no. 4,  20–37
  29. On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component

    Avtomat. i Telemekh., 2014, no. 3,  87–105
  30. On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem

    Avtomat. i Telemekh., 2013, no. 6,  66–86
  31. Equivalence of the problems with quantile and integral quantile criteria

    Avtomat. i Telemekh., 2013, no. 2,  75–93
  32. Modernization of the stop-loss start-gain strategy for hedging an option position

    Trudy Inst. Mat. i Mekh. UrO RAN, 19:2 (2013),  179–192
  33. Choosing optimal road trajectory with random work cost in different areas

    Avtomat. i Telemekh., 2012, no. 7,  89–108
  34. Generation of integral rating by statistical processing of the test results

    Avtomat. i Telemekh., 2012, no. 6,  119–139
  35. Stochastic quasigradient algorithm to minimize the function of integral quantile

    Avtomat. i Telemekh., 2012, no. 2,  41–60
  36. Bilevel optimization problem for railway transport hub planning

    UBS, 38 (2012),  140–160
  37. Algorithm to solve the generalized Markowitz problem

    Avtomat. i Telemekh., 2011, no. 2,  77–92
  38. Stochastic quasigradient algorithm to minimize the quantile function

    Avtomat. i Telemekh., 2010, no. 6,  64–78
  39. Sufficient conditions for quasiconcavity of the probability function

    Avtomat. i Telemekh., 2010, no. 3,  54–71
  40. About the mathematical model of space vehicle motion

    Matem. Mod., 21:6 (2009),  17–27
  41. Application of the bootstrap method for estimation of the quantile function

    Avtomat. i Telemekh., 2007, no. 11,  46–60
  42. Parallelization of the quantile function optimization algorithms

    Avtomat. i Telemekh., 2007, no. 5,  59–70
  43. Current problems in parallelization of the computation algorithms and organization of parallel computations

    Avtomat. i Telemekh., 2007, no. 5,  3
  44. Optimization of the quantile function on the basis of kernel estimates

    Avtomat. i Telemekh., 2007, no. 1,  68–81
  45. Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

    Avtomat. i Telemekh., 2006, no. 6,  126–143
  46. A two-step capital variation model: optimization by different statistical criteria

    Avtomat. i Telemekh., 2005, no. 7,  126–143
  47. Convex properties of the quantile function in stochastic programming

    Avtomat. i Telemekh., 2004, no. 2,  33–42
  48. Comparison of VaR and CVaR Criteria

    Avtomat. i Telemekh., 2003, no. 7,  153–164
  49. Modeling and Analysis of Safety and Risk in Complex Systems

    Avtomat. i Telemekh., 2003, no. 7,  3–4
  50. Positional Strategy of Forming the Investment Portfolio

    Avtomat. i Telemekh., 2003, no. 1,  151–166
  51. Optimal Control of Discretionary Portfolio

    Avtomat. i Telemekh., 2001, no. 9,  101–113
  52. Discrete Approximation of a Linear Two-Stage Problem of Stochastic Programming with Quantile Criterion

    Avtomat. i Telemekh., 2001, no. 8,  127–137
  53. A stochastic control algorithm for aircraft allocation

    Avtomat. i Telemekh., 2000, no. 8,  126–136
  54. Sequential hedging of an option position: analysis and refinement

    Avtomat. i Telemekh., 1999, no. 1,  113–125
  55. On the worst-case distribution in stochastic optimization problems with probability function

    Avtomat. i Telemekh., 1998, no. 11,  104–116
  56. Review of scientific works of academician V. S. Pugachev

    Avtomat. i Telemekh., 1998, no. 11,  8–21
  57. Modern problems in optimization of stochastic systems

    Avtomat. i Telemekh., 1998, no. 11,  3
  58. On the Smoothness of Criteria Function in Quantile Optimization

    Avtomat. i Telemekh., 1997, no. 9,  69–80
  59. Differentiability of the probability function

    Dokl. Akad. Nauk, 354:2 (1997),  159–161
  60. Optimal Extremal Order Estimates of Quantiles

    Avtomat. i Telemekh., 1996, no. 12,  3–15
  61. Convexity Property of Prqbability Functions and Quantiles in Optimization Problems

    Avtomat. i Telemekh., 1996, no. 3,  82–102
  62. Control of a linear stochastic system by a probability functional

    Avtomat. i Telemekh., 1995, no. 5,  78–85
  63. A two-stage quantile linear programming problem

    Avtomat. i Telemekh., 1995, no. 1,  83–93
  64. Control of a linear scalar fuzzy system

    Avtomat. i Telemekh., 1992, no. 7,  62–69
  65. Stabilization of dynamic system under uncertain and random perturbations

    Avtomat. i Telemekh., 1990, no. 12,  75–84
  66. Optimal control of a linear system according to a quantile criterion

    Avtomat. i Telemekh., 1990, no. 1,  37–43

  67. Oleg Slavin – to the 60th birthday anniversary

    Vestn. Yuzhno-Ural. Gos. Un-ta. Ser. Matem. Mekh. Fiz., 15:4 (2023),  93–94
  68. Soloviev Sergey Yurievich (02/03/1955 - 09/22/2023). In memory of an outstanding algorithmist

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 16:4 (2023),  106–107
  69. Sergey Leonidovich Chernyshev (to Anniversary Since Birth)

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:2 (2022),  125–127
  70. Рудаков Константин Владимирович (21.06.1954 – 10.07.2021). Памяти академика информатики

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:1 (2022),  128–130
  71. Modern problems of optimization theory stochastic systems

    Avtomat. i Telemekh., 2020, no. 11,  3–10
  72. Vladimir Evgenievich Pavlovsky (22.05.1950–03.06.2020)

    Vestnik YuUrGU. Ser. Mat. Model. Progr., 13:3 (2020),  116–118
  73. Modern problems in mathematical programming

    Avtomat. i Telemekh., 2014, no. 4,  3–4
  74. Mathematical Programming: State of the Art

    Avtomat. i Telemekh., 2012, no. 2,  3–4
  75. Scientific and educational activity of academician V. S. Pugachev at the Moscow Aviation Institute

    Avtomat. i Telemekh., 2011, no. 2,  4–8
  76. Present problems of optimization of stochastic systems

    Avtomat. i Telemekh., 2011, no. 2,  3
  77. Foreword to the thematical issue “Actual Problems of Information Processing”

    Avtomat. i Telemekh., 2010, no. 2,  3
  78. Present-day problems in optimization and stability of uncertain and stochastic systems

    Avtomat. i Telemekh., 2007, no. 10,  3–4
  79. Problems of the modern optimization theory

    Avtomat. i Telemekh., 2004, no. 2,  3

© Steklov Math. Inst. of RAS, 2024